Title of article
Estimation of parameters in the fractional compound Poisson process
Author/Authors
Wang، نويسنده , , Ying and Wang، نويسنده , , Dehui and Zhu، نويسنده , , Fukang، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2014
Pages
6
From page
3425
To page
3430
Abstract
This paper discusses method-of-moments estimators for parameters in the fractional compound Poisson process and establishes asymptotic normality of estimators. Simulation are presented to illustrate the properties of the estimators.
Keywords
Fractional compound Poisson process , Method-of-moments estimation , Mittag–Leffler function
Journal title
Communications in Nonlinear Science and Numerical Simulation
Serial Year
2014
Journal title
Communications in Nonlinear Science and Numerical Simulation
Record number
1538785
Link To Document